Trading Metrics calculated at close of trading on 28-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,874.0 |
13,496.0 |
-378.0 |
-2.7% |
13,888.0 |
High |
13,884.0 |
13,710.0 |
-174.0 |
-1.3% |
14,017.0 |
Low |
13,464.0 |
13,298.0 |
-166.0 |
-1.2% |
13,731.0 |
Close |
13,634.0 |
13,651.0 |
17.0 |
0.1% |
13,846.0 |
Range |
420.0 |
412.0 |
-8.0 |
-1.9% |
286.0 |
ATR |
234.7 |
247.4 |
12.7 |
5.4% |
0.0 |
Volume |
92,776 |
82,043 |
-10,733 |
-11.6% |
186,836 |
|
Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,789.0 |
14,632.0 |
13,877.6 |
|
R3 |
14,377.0 |
14,220.0 |
13,764.3 |
|
R2 |
13,965.0 |
13,965.0 |
13,726.5 |
|
R1 |
13,808.0 |
13,808.0 |
13,688.8 |
13,886.5 |
PP |
13,553.0 |
13,553.0 |
13,553.0 |
13,592.3 |
S1 |
13,396.0 |
13,396.0 |
13,613.2 |
13,474.5 |
S2 |
13,141.0 |
13,141.0 |
13,575.5 |
|
S3 |
12,729.0 |
12,984.0 |
13,537.7 |
|
S4 |
12,317.0 |
12,572.0 |
13,424.4 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,722.7 |
14,570.3 |
14,003.3 |
|
R3 |
14,436.7 |
14,284.3 |
13,924.7 |
|
R2 |
14,150.7 |
14,150.7 |
13,898.4 |
|
R1 |
13,998.3 |
13,998.3 |
13,872.2 |
13,931.5 |
PP |
13,864.7 |
13,864.7 |
13,864.7 |
13,831.3 |
S1 |
13,712.3 |
13,712.3 |
13,819.8 |
13,645.5 |
S2 |
13,578.7 |
13,578.7 |
13,793.6 |
|
S3 |
13,292.7 |
13,426.3 |
13,767.4 |
|
S4 |
13,006.7 |
13,140.3 |
13,688.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,946.0 |
13,298.0 |
648.0 |
4.7% |
347.2 |
2.5% |
54% |
False |
True |
75,463 |
10 |
14,021.0 |
13,298.0 |
723.0 |
5.3% |
264.3 |
1.9% |
49% |
False |
True |
61,908 |
20 |
14,123.0 |
13,298.0 |
825.0 |
6.0% |
233.3 |
1.7% |
43% |
False |
True |
53,216 |
40 |
14,123.0 |
12,996.5 |
1,126.5 |
8.3% |
210.1 |
1.5% |
58% |
False |
False |
35,880 |
60 |
14,123.0 |
11,302.5 |
2,820.5 |
20.7% |
209.9 |
1.5% |
83% |
False |
False |
23,969 |
80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.7% |
202.0 |
1.5% |
83% |
False |
False |
18,000 |
100 |
14,123.0 |
11,302.5 |
2,820.5 |
20.7% |
182.5 |
1.3% |
83% |
False |
False |
14,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,461.0 |
2.618 |
14,788.6 |
1.618 |
14,376.6 |
1.000 |
14,122.0 |
0.618 |
13,964.6 |
HIGH |
13,710.0 |
0.618 |
13,552.6 |
0.500 |
13,504.0 |
0.382 |
13,455.4 |
LOW |
13,298.0 |
0.618 |
13,043.4 |
1.000 |
12,886.0 |
1.618 |
12,631.4 |
2.618 |
12,219.4 |
4.250 |
11,547.0 |
|
|
Fisher Pivots for day following 28-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,602.0 |
13,637.3 |
PP |
13,553.0 |
13,623.7 |
S1 |
13,504.0 |
13,610.0 |
|